+43.8%
CAVA vs WCC
+121.8%
-78.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -3.3% |
| 7D | -12.4% | +1.7% | -14.1% | -12.9% |
| 30D | -11.2% | -6.1% | -5.1% | -9.5% |
| 3M | -33.8% | +3.1% | -36.9% | -35.2% |
| 6M | -32.5% | +28.2% | -60.8% | -40.0% |
| YTD | -8.0% | +41.1% | -49.1% | -21.6% |
| 1Y | -17.1% | +61.3% | -78.4% | -34.1% |
| All | +43.8% | +121.8% | -78.0% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling